论文标题
在控制随机离散时间系统中的最佳值的CESàRO和ABEL极限的上限和下限
LP Based Upper and Lower Bounds for Cesàro and Abel Limits of the Optimal Values in Problems of Control of Stochastic Discrete Time Systems
论文作者
论文摘要
In this paper, we study asymptotic properties of problems of control of stochastic discrete time systems (also known as Markov decision processes) with time averaging and time discounting optimality criteria, and we establish that the Cesàro and Abel limits of the optimal values in such problems can be evaluated with the help of a certain infinite-dimensional linear programming problem and its dual.
In this paper, we study asymptotic properties of problems of control of stochastic discrete time systems (also known as Markov decision processes) with time averaging and time discounting optimality criteria, and we establish that the Cesàro and Abel limits of the optimal values in such problems can be evaluated with the help of a certain infinite-dimensional linear programming problem and its dual.
